+63.9%
META vs GWRE
+22.2%
+41.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | +2.1% |
| 7D | +6.0% | -25.6% | +31.6% | +15.6% |
| 30D | +3.6% | -12.2% | +15.8% | +6.2% |
| 3M | +4.9% | +17.7% | -12.8% | -4.4% |
| 6M | -4.7% | -11.3% | +6.6% | -5.5% |
| YTD | -6.9% | -25.5% | +18.6% | -0.9% |
| 1Y | -18.2% | -42.8% | +24.6% | -1.1% |
| 3Y | +107.8% | +59.0% | +48.7% | +25.5% |
| 5Y | +63.9% | +21.6% | +42.3% | +13.0% |
| All | +63.9% | +22.2% | +41.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling